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In this publication at the references for each citation there is a link to the document where the reference came from. I found it very useful. How this can be done in an automatic way?

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You might want to check the other questions tagged with back-referencing. – Martin Scharrer Feb 1 '13 at 6:54

If you use Biblatex:

\usepackage[..., backref=true]{biblatex}

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I believe this doesn't work with Biblatex, though. I get an error message: "! Package biblatex Error: Incompatible package 'backref'." – NVaughan Jan 31 '13 at 23:41
Please don't post one-line-of-code answers, even if they answer the question. Add at least some text. – Martin Scharrer Feb 1 '13 at 6:53

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